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March 29, 2018 20:44 GMT
US Data: Primary Dealer Securities Positions - Details
As of March 21, 2018
Source: U.S. Federal Reserve Bank of New York
Figures in millions of U.S. dollars
Total net position and level changes calculated by MNI
--------------------------------------------------------------------------------
Wednesday-to-Wednesday 21-Mar-18 14-Mar-18 07-Mar-18 28-Feb-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 8721 21930 20711 8777
Coupon Securities
due in less than or equal to 2
years 4604 9030 10169 7146
due in more than 2 years but less
than or equal to 3 years 204 762 -3773 -1878
due in more than 3 years but less
than or equal to 6 years 11494 8215 10398 6741
due in more than 6 years but less
than or equal to 7 years 4907 5698 4208 4353
due in more than 7 years but less
than or equal to 11 years -1903 3027 1880 -78
due in more than 11 years 26709 26433 20203 20977
U.S.Floating Rate Notes
Floating Rate Notes 2664 4941 5087 5780
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 1687 2967 3616 3912
due in more than 2 years but less
than or equal to 6 years 4786 5213 5606 5019
due in more than 6 years but less
than or equal to 11 years 245 175 -604 326
due in more than 11 years 704 651 912 59
Total U.S. Government Securities 64822 89042 78413 61134
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 2238 6857 4693 3226
Coupon Securities 15256 17240 16924 16981
Total Federal Agency and
Government Sponsored Enterprise
Securities 17494 24097 21617 20207
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 9743 5366 2859 5924
All Other Federal Agency and GSE
Residential MBS 28236 28605 29606 29151
Federal Agency and GSE CMBS 4423 4020 3908 3493
Non-Agency MBS
Non-Agency Residential MBS 7304 7454 7519 7439
Other CMBS 6203 6302 6120 5950
Total Mortgage-backed Securities 55909 51747 50012 51957
Corporate Securities
Commercial paper 7440 9798 10383 9790
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 800 1228 1702 2278
due in 13 months to 5 years 3808 5518 4511 5004
due in 5 years to 10 years 4474 4428 5285 4057
due in more than 10 years 1600 1370 940 1095
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 474 577 535 567
due in 13 months to 5 years 386 435 179 668
due in 5 years to 10 years -586 -518 -678 -535
due in more than 10 years 1379 1318 1037 1022
Total Corporate Securities 19775 24154 23894 23946
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1952 1807 2198 1996
due in 13 months to 5 years 2160 1865 1816 1584
due in 5 years to 10 years 2724 2845 2789 2532
due in more than 10 years 15136 14773 13827 13200
Variable rate demand notes 4262 3654 3359 3431
Total State and Municipal
Government Obligations 26234 24944 23989 22743
Asset-backed Securities
Credit card-backed securities 1074 1599 1299 1338
Student loan-backed securities 2927 3375 3526 3059
Automobile loan-backed securities 2314 2739 2557 2612
Other asset-backed securities 4187 4221 3955 3906
Total Asset-backed securities 10502 11934 11337 10915
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -13209 1219 11934 938
Coupon Securities
due in less than or equal to 2
years -4426 -1139 3023 1204
due in more than 2 years but less
than or equal to 3 years -558 4535 -1895 -2980
due in more than 3 years but less
than or equal to 6 years 3279 -2183 3657 -1049
due in more than 6 years but less
than or equal to 7 years -791 1490 -145 197
due in more than 7 years but less
than or equal to 11 years -4930 1147 1958 -2219
due in more than 11 years 276 6230 -774 -1604
U.S.Floating Rate Notes
Floating Rate Notes -2277 -146 -693 -898
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -1280 -649 -296 145
due in more than 2 years but less
than or equal to 6 years -427 -393 587 -694
due in more than 6 years but less
than or equal to 11 years 70 779 -930 -1366
due in more than 11 years 53 -261 853 -237
Total U.S. Government Securities -24220 10629 17279 -8563
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -4619 2164 1467 -5063
Coupon Securities -1984 316 -57 -1404
Total Federal Agency and
Government Sponsored Enterprise
Securities -6603 2480 1410 -6467
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 4377 2507 -3065 -7498
All Other Federal Agency and GSE
Residential MBS -369 -1001 455 2909
Federal Agency and GSE CMBS 403 112 415 -191
Non-Agency MBS
Non-Agency Residential MBS -150 -65 80 515
Other CMBS -99 182 170 -48
Total Mortgage-backed Securities 4162 1735 -1945 -4313
Corporate Securities
Commercial paper -2358 -585 593 367
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -428 -474 -576 443
due in 13 months to 5 years -1710 1007 -493 -1161
due in 5 years to 10 years 46 -857 1228 861
due in more than 10 years 230 430 -155 202
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -103 42 -32 -39
due in 13 months to 5 years -49 256 -489 -488
due in 5 years to 10 years -68 160 -143 -10
due in more than 10 years 61 281 15 33
Total Corporate Securities -4379 260 -52 208
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 145 -391 202 191
due in 13 months to 5 years 295 49 232 59
due in 5 years to 10 years -121 56 257 -190
due in more than 10 years 363 946 627 47
Variable rate demand notes 608 295 -72 265
Total State and Municipal
Government Obligations 1290 955 1246 372
Asset-backed Securities
Credit card-backed securities -525 300 -39 -160
Student loan-backed securities -448 -151 467 139
Automobile loan-backed securities -425 182 -55 -223
Other asset-backed securities -34 266 49 191
Total Asset-backed securities -1432 597 422 -53
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: MTABLE,MAUDT$,M$U$$$,M$$FI$,MN$FI$]
To read the full story
Close
Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
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Please enter your details below.
Why MNI
MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
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